China Pacific (Germany) Market Value
| 75C Stock | EUR 3.28 0.08 2.50% |
| Symbol | China |
China Pacific 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to China Pacific's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of China Pacific.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in China Pacific on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding China Pacific Insurance or generate 0.0% return on investment in China Pacific over 90 days. China Pacific is related to or competes with Ping An, China Mobile, MetLife, Prudential Plc, Prudential Financial, Manulife Financial, and Great-West Lifeco. China Pacific Insurance Co., Ltd., together with its subsidiaries, offers insurance products in the Peoples Republic of ... More
China Pacific Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure China Pacific's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess China Pacific Insurance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.1823 | |||
| Maximum Drawdown | 42.31 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 6.08 |
China Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Pacific's standard deviation. In reality, there are many statistical measures that can use China Pacific historical prices to predict the future China Pacific's volatility.| Risk Adjusted Performance | 0.2049 | |||
| Jensen Alpha | 1.01 | |||
| Total Risk Alpha | 0.3208 | |||
| Sortino Ratio | 0.4381 | |||
| Treynor Ratio | 2.64 |
China Pacific Insurance Backtested Returns
China Pacific is very risky given 3 months investment horizon. China Pacific Insurance secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.16% are justified by taking the suggested risk. Use China Pacific Risk Adjusted Performance of 0.2049, mean deviation of 2.45, and Downside Deviation of 2.11 to evaluate company specific risk that cannot be diversified away. China Pacific holds a performance score of 17 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, China Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Pacific is expected to be smaller as well. Use China Pacific mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on China Pacific.
Auto-correlation | 0.63 |
Good predictability
China Pacific Insurance has good predictability. Overlapping area represents the amount of predictability between China Pacific time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of China Pacific Insurance price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current China Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
China Pacific Insurance lagged returns against current returns
Autocorrelation, which is China Pacific stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting China Pacific's stock expected returns. We can calculate the autocorrelation of China Pacific returns to help us make a trade decision. For example, suppose you find that China Pacific has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
China Pacific regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If China Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
China Pacific Lagged Returns
When evaluating China Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Pacific stock have on its future price. China Pacific autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, China Pacific autocorrelation shows the relationship between China Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in China Pacific Insurance.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Stock
China Pacific financial ratios help investors to determine whether China Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in China with respect to the benefits of owning China Pacific security.